Chapter 5.

Differential
Equations
 Differential equations
• An equation relating a dependent variable to one or
more independent variables by means of its
differential coefficients with respect to the
independent variables is called a “differential
equation”.

d 3 y dy 2 Ordinary differential equation --------

3
− ( ) + 4 y = 4 e x
cos x only one independent variable involved: x
dx dx
∂T ∂ 2T ∂ 2T ∂ 2T Partial differential equation ---------------
ρC p = k ( 2 + 2 + 2 ) more than one independent variable involved: x, y, z, θ
∂θ ∂x ∂y ∂z
Order and degree
• The order of a differential equation is equal to the
order of the highest differential coefficient that it
contains.
• The degree of a differential equation is the highest
power of the highest order differential coefficient
that the equation contains after it has been
rationalized.

3rd order O.D.E.

3
d y dy 2
− ( ) + 4 y = 4e x
cos x
dx 3
dx 1st degree O.D.E.
Linear or non-linear
• Differential equations are said to be non-linear
if any products exist between the dependent
variable and its derivatives, or between the
derivatives themselves.

d 3 y dy 2
3
− ( ) + 4 y = 4e x
cos x
dx dx
Product between two derivatives ---- non-linear

dy
+ 4 y 2 = cos x
dx
Product between the dependent variable themselves ---- non-linear
Solution to First order differential equations

• No general method of solutions of 1st O.D.E.s

because of their different degrees of
complexity.
• Possible to classify them as:
– exact equations
– equations in which the variables can be separated
– homogenous equations
– equations solvable by an integrating factor
Exact equations
 Exact equations
• Exact?
M ( x, y )dx + N ( x, y )dy = 0

∂f ∂f
dx + dy = df
∂x ∂y

General solution: f (x,y) = C

For example
dy
x − y sin x + (cos x)
3
=0
dx
Separable-variables equations
• In the most simple first order differential equations, the
independent variable and its differential can be
separated from the dependent variable and its
differential by the equality sign, using nothing more than
the normal processes of elementary algebra.
• A differential equation of the type y’ = f(x)g(y) is
separable.

dy
For example y = sin x
dx
• Solution: Direct integration
Homogeneous equations
• Homogeneous/nearly homogeneous?
• A differential equation of the type,

dy  y
= f 
dx x
is termed a homogeneous differential equation
of the first order.
• Such an equation can be solved by making the
substitution u = y/x and thereafter integrating the
transformed equation.
 Example
• Example: Solve the DE
xydy = ( x 2 + y 2 ) dx
• First we show that it homogeneous DE
2
 y
1+  
dy x + y
2 2
 x  y
= = = f 
dx xy y x
x
 Solution

y
u=
Let x
y = ux
dy du
=u+x
dx dx
dy = udx + xdu
 Solution

dy x 2 + y 2
=
dx xy
Rewriting in the form : M ( x, y ) dx + N ( x, y ) dy = 0

(x 2
)
+ y dx − xydy = 0
2

substitute y = ux and dy = udx + xdu

 Solution

(x 2
)
+ x 2 u 2 dx − ux 2 ( udx + xdu ) = 0

x 2 dx + x 2 u 2 dx − u 2 x 2 dx − ux 3 du = 0

x 2 dx − ux 3 du = 0

x dx = ux du
2 3

x 2 dx
3
= udu
x
 Solution

dx
= udu is variable separable form
x
dx u2
∫ x = ∫ udx ln x =
2
+c

1  y2 
ln x =  2  + c is general solution.
2 x 
Equations solved by integrating factor

• There exists a factor by which the equation can be

multiplied so that the one side becomes a complete
differential equation. The factor is called “the integrating
factor”.
dy
+ Py = y where P and y are functions of x only
dx
Assuming the integrating factor R is a function of x only, then

dy
R + yRP = Ry
dx
dy dR d
(
R = exp ∫ Pdx ) is the integrating factor
R +y = (Ry )
dx dx dx
Example
dy  − 3 x 2

Solve xy − = y exp
4

dx  2  dz  − 3x 2 
3xz + = 3 exp 
Let z = 1/y3 dz 3 dz 3 dy dx  2 
=− 4 =− 4
dy y dx y dx
integral factor ( )  3x 2 
exp ∫ 3xdx = exp
2

 

1  3x 2   3x 2  dz  3x 2 
exp  = 3x + C 3xz exp  + exp  = 3
y3  2   2  dx  2 

  3x 2   d   3x 2  
 z exp  z exp   = 3
  2   = 3 x + C 
dx   2 

  
Second O.D.E.

• Purpose: reduce to 1st O.D.E.

• Likely to be reduced equations:
– Non-linear
• Equations where the dependent variable does not occur explicitly.
• Equations where the independent variable does not occur
explicitly.
• Homogeneous equations.
– Linear
• The coefficients in the equation are constant
• The coefficients are functions of the independent variable.
 Non-linear 2nd O.D.E.
- Equations where the dependent variables does not occur explicitly

• They are solved by differentiation followed by the p

substitution.
• When the p substitution is made in this case, the
second derivative of y is replaced by the first
derivative of p thus eliminating y completely and
producing a first O.D.E. in p and x.
 d2y dy
Solve 2
+x = ax
dx dx

dy dp d 2 y
p= and therefore =
Let dx dx dx 2

dp
+ xp = ax
dx
1 
integral factor exp x 2 
2   1 
y = ax + C ∫ exp − x 2 dx
 2 
dp 12 x 2
1 2 1 2
x x
e + xpe = axe
2 2  x 
dx y = ax + Aerf  + B
 2

error function
1 2 1 2
d x x
( pe 2
) = axe 2
dx
 Non-linear 2nd O.D.E.
- Equations where the independent variables does not occur explicitly

• They are solved by differentiation followed by the p

substitution.
• When the p substitution is made in this case, the
second derivative of y is replaced as
dy
Let p=
dx
d 2 y dp dp dy dp
∴ 2 = = =p
dx dx dy dx dy
 d2y dy 2
Solve y 2 +1 = ( )
dx dx

dy d2y dp
Let p=
dx
and therefore = p
dx 2 dy

dp
yp +1 = p2
dy

Separating the variables

dy
p= = (a 2 y 2 + 1)
dx
p 1
dp = dy
p −1
2
y
dy
x=∫
(a 2 y 2 + 1)
ln y + ln a =
1
2
ln( p 2 − 1)
a
( )
x = 1 sinh −1 (ay ) + b
 Non-linear 2nd O.D.E.- Homogeneous equations
dy  y
The homogeneous 1st O.D.E. was in the form: = f 
dx x

The corresponding dimensionless group containing the 2nd differential coefficient is

d2y
 x 2
dx n
In general, the dimensionless group containing the nth coefficient is n −1 d y
x
dx n
The second order homogenous differential equation can be expressed in a form
analogous to , viz. dy = f  y 
 
dx x

Assuming u = y/x Assuming x = et

d2y  y dy  d 2u  du 
x = f  ,  x2
= f  u , x 
dx 2  x dx  dx 2  dx 
d 2u du  du 
If in this form, called homogeneous 2nd ODE − = f  u, 
dt 2 dt  dt 
 2 2
2 d y 2  dy 
Solve 2x y 2 + y = x  
2

dx  dx 

Dividing by 2xy

2
d 2 y 1 y 1 x  dy 
x 2 + =  
dx 2 x 2 y  dx 
d2y  y dy 
homogeneous x = f , 
y = Ax
2
dx  x dx  Singular solution
Let y = ux
2
y = x( B ln x + C ) 2
2
2 d u du 2  du 
2ux 2
+ 2ux =x   General solution
dx dx  dx 
Let x = et

du
2 2 p=
d u  du  dt dp
2u 2
=  2up = p2
dt  dt  du
Linear differential equations
• The general linear differential equation of the nth
order having constant coefficients may be written:

dny d n −1 y dy
P0 n + P1 n −1 + ... + Pn −1 + Pn y = φ ( x)
dx dx dx

where ϕ(x) is any function of x.

2nd order linear differential equations
The general equation can be expressed in the form
d2y dy
P + Q + Ry = φ ( x )
dx 2 dx
where P,Q, and R are constant coefficients
Let the dependent variable y be replaced by the sum of the two new variables: y = u + v
Therefore
 d 2u du   d 2v dv 
 P 2
+ Q + Ru +
  P 2
+ Q + Rv  = φ ( x)
 dx dx   dx dx 
If v is a particular solution of the original differential equation

 d 2u du 
 P 2
+ Q + Ru =0
 dx dx 

The general solution of the linear differential equation will be the sum of
a “complementary function” and a “particular solution”.
purpose
The complementary function

d2y dy
P 2
+ Q + Ry = 0
dx dx
dy d2y
Let the solution assumed to be: y = Am e
mx
= Am me mx = Am m 2 mx
e
dx dx 2

Am e mx ( Pm 2 + Qm + R ) = 0

auxiliary equation (characteristic equation)

Unequal roots
Equal roots
Real roots
Complex roots
Unequal roots to auxiliary equation
Let the roots of the auxiliary equation be distinct and of values
m1 and m2. Therefore, the solutions of the auxiliary equation
are:

y = A1e m1x y = A2 e m2 x
The most general solution will be

y = A1e m1x + A2 e m2 x
If m1 and m2 are complex it is customary to replace the complex
exponential functions with their equivalent trigonometric forms.
Solve d2y dy
2
− 5 + 6y = 0
dx dx
auxiliary function

m 2 − 5m + 6 = 0

m1 = 2
m2 = 3

y = Ae 2 x + Be 3 x
Equal roots to auxiliary equation
• Let the roots of the auxiliary equation equal and of value m1 =
m2 = m. Therefore, the solution of the auxiliary equation is:

y = Ae mx

dy mx dV d2y 2
mx d V mx dV
Let y = Ve mx
=e + mVe mx = e + 2 me + m 2
Ve mx
dx dx dx 2 dx 2 dx

where V is a function of x d2y dy

P 2
+ Q + Ry = 0
dx dx
y = (Cx + d )e mx
d 2V
2
=0 V = Cx + D
dx
Solve d2y dy
2
+ 6 + 9y = 0
dx dx
auxiliary function

m 2 + 6m + 9 = 0

m1 = m2 = −3

y = ( A + Bx)e −3 x
Solve d2y dy
2
− 4 + 5y = 0
dx dx
auxiliary function

m 2 − 4m + 5 = 0

m = 2±i

( 2+i ) x ( 2 −i ) x
y = Ae + Be y = e ( E cos x + F sin x)
2x
Particular integrals
• Two methods will be introduced to obtain the
particular solution of a second linear O.D.E.
– The method of undetermined coefficients
• confined to linear equations with constant coefficients
and particular form of ϕ (x)
– The method of inverse operators
• general applicability

d2y dy
P 2
+ Q + Ry = φ ( x )
dx dx
Method of undetermined coefficients
d2y dy
P 2
+ Q + Ry = φ ( x )
dx dx

• When ϕ (x) is constant, say C, a particular integral of

equation is
y=C/R

• When ϕ (x) is a polynomial of the form

where all the coefficients are constants. The form
of aa +particular integral is
a x + a x 2 + ... + a x n
0 1 2 n

• When ϕ (x) is of the form Terx, where T and r are

constants. The form of a particular integral is
y = α 0 + α1 x + α 2 x + ... + α n x
2 n

y = αe rx
Method of undetermined coefficients
d2y dy
P 2
+ Q + Ry = φ ( x )
dx dx
• When ϕ (x) is of the form G sin nx + H cos
nx, where G and H are constants, the form
of a particular solution is
y = L sin nx + M cos nx

• Modified procedure when a term in the

particular integral duplicates a term in the
complementary function.
 d2y dy
Solve − 4 + 4 y = 4 x + 8x3 m 2 − 4m + 4 m = 0
dx 2
dx auxiliary equation

y = p + qx + rx 2 + sx 3
dy
= q + 2rx + 3sx 2
dx
d2y
= 2r + 6 sx
dx 2

(2r + 6 sx) − 4(q + 2rx + 3sx 2 ) + 4( p + qx + rx 2 + sx 3 ) = 4 x + 8 x 3

Equating coefficients of equal powers of x

2r − 4 q + 4 p = 0
6 s − 8r + 4 q = 4
4r − 12 s = 0 yc = ( A + Bx)e 2 x
4s = 8

y p = 7 + 10 x + 6 x 2 + 2 x 3 y general = yc + y p
Method of inverse operators
• Sometimes, it is convenient to refer to the
symbol “D” as the differential operator:

dy
Dy =
dx
d2y  dy 
2
D ( Dy ) = D y = But,
2
( Dy ) =  
2
dx 2  dx 
...
dny
D y =
n

dx n

d2y dy
2
+ 3 + 2y D 2 y + 3Dy + 2 y = ( D 2 + 3D + 2) y = ( D + 1)( D + 2) y
dx dx
 The differential operator D can be treated as an ordinary algebraic
quantity with certain limitations.

(1) The distribution law:

A(B+C) = AB + AC
which applies to the differential operator D

(2) The commutative law:

AB = BA
which does not in general apply to the differential operator D
Dxy ≠ xDy
(D+1)(D+2)y = (D+2)(D+1)y

(3) The associative law:

(AB)C = A(BC)
which does not in general apply to the differential operator D
D(Dy) = (DD)y
D(xy) = (Dx)y + x(Dy)
The basic laws of algebra thus apply to the pure operators, but the
relative order of operators and variables must be maintained.
Differential operator to exponentials
De px = pe px ( D 2 + 3D + 2)e px = ( p 2 + 3 p + 2)e px
...
D n e px = p n e px
f ( D)e px = f ( p )e px

D ( ye px ) = e px Dy + yDe px = e px ( D + p ) y
D 2 ( ye px ) = e px ( D + p ) 2 y
...
D n ( ye px ) = e px ( D + p ) n y
More convenient!
f ( D)( ye ) = e f ( D + p ) y
px px
Differential operator to trigonometrical
functions

D n (sin px) = D n Im eipx = Im D n e ipx = Im(ip ) n e ipx

where “Im” represents the imaginary part of the function which follows it.
e ipx = cos px + i sin px
D 2 n (sin px) = (− p 2 ) n sin px
D 2 n +1 (sin px) = (− p 2 ) n p cos px
D 2 n (cos px) = (− p 2 ) n cos px
D 2 n +1 (cos px) = −(− p 2 ) n p sin px
 The inverse operator

The operator D signifies differentiation, i.e.

[ ]
D ∫ f ( x)dx = f ( x) ∫ f ( x)dx = D −1 f ( x)

•D-1 is the “inverse operator” and is an “intergrating” operator.

•It can be treated as an algebraic quantity in exactly the same manner as D
 dy
Solve − 4 y = e2 x
dx
differential operator

( D − 4) y = e 2 x

1 f ( D )e px = f ( p )e px 1
y= e2x y= e2 x
( D − 4) ( 2 − 4)
p=2

1
y= e2 x
1
4(1 − D )
4
binomial expansion

1 2x 1 1 1
y=− e [1 + ( D ) + ( D ) 2 + ( D ) 3 +...]1
4 4 4 4
=2

1 1 1 1 1
y = − e 2 x [1 + ( ) + ( ) 2 + ( ) 3 +...] y = − e2x
4 2 2 2 2
 1 f ( D)e px = f ( p )e px 1
y= e2x y= e2 x
( D − 4) ( 2 − 4)
p=2

1 1
e =
px
e px
f ( D) f ( p)

1 1
e px = e px

f ( D) ( D − p) n ϕ ( D)

f ( D)e px = f ( p )e px

1 e px
1 f ( D) ye px = e px f ( D + p ) y 1 e px 1
e px = e =
px

f ( D) ϕ ( p) ( D − p) n f ( D) ϕ ( p) D n

1 e px x n integration 1 e px
e =
px
e =
px
D −n
f ( D) ϕ ( p ) n! f ( D) ϕ ( p)
Solve
d2y dy m 2 − 8m + 16 = 0
− 8 + 16 y = 6 xe 4x

dx 2 dx
differential operator

( D 2 − 8D + 16) y = ( D − 4) 2 y = 6 xe 4 x yc = ( A + Bx)e 4 x

6
yp = xe 4x

( D − 4) 2 y = y c + yp
f(p) = 0
f ( D)e px = e px f ( D + p )

y p = 6 xe 4 x D −2
integration

x2
y p = 6 xe 4 x y p = 3 x 3e 4 x
2!
 Solve
d 2 y dy m2 − m − 6 = 0
− − 6 y = 4 x 3
+ 3 x 2

dx 2 dx
differential operator

( D 2 − D − 6) y = ( D − 3)( D + 2) y = 4 x 3 + 3 x 2
yc = Ae 3 x + Be −2 x
1
yp = (4 x 3 + 3x 2 )
( D − 3)( D + 2)

1 1 1  3 y = y c + yp
yp = −  +  ( 4 x + 3 x 2
)
5  (3 − D) ( 2 + D ) 
expanding each term by binomial theorem
1  1 D D 2 D 3   1 D D 2 D3 
y p = −  + + + + ... +  − + − + ...  (4 x 3 + 3 x 2 )
5  3 9 27 81  2 4 8 16 

4 x 3 + 3x 2 12 x 2 + 6 x 7(24 x + 6) 13 × 24
yp = − + − + − 0...
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